140.778.01
Advanced Statistical Computing
- Location:
- East Baltimore
- Term:
- 2nd term
- Department:
- Biostatistics
- Credits:
- 3 credits
- Academic Year:
- 2022 - 2023
- Instruction Method:
- TBD
- Class Times:
-
- M W, 10:30 - 11:50am
- Auditors Allowed:
- Yes, with instructor consent
- Grading Restriction:
- Letter Grade or Pass/Fail
- Course Instructor:
- Contact:
- Kasper Hansen
- Frequency Schedule:
- Every Other Year
- Next Offered:
- 2024 - 2025
- Resources:
- Prerequisite:
Prior programming experience; at least one year of doctoral-level statistics/biostatistics theory and methods courses; 140.776
- Description:
-
Covers the theory and application of common algorithms used in statistical computing. Topics include root finding, optimization, numerical integration, Monte Carlo, Markov chain Monte Carlo, stochastic optimization and bootstrapping. Some specific algorithms discussed include: Newton-Raphson, EM, Metropolis-Hastings algorithm, Gibbs sampling, simulated annealing, Gaussian quadrature, Romberg integration, etc. Also discusses applications of these algorithms to real research problems.
- Learning Objectives:
-
Upon successfully completing this course, students will be able to:
- Describe common deterministic statistical algorithms, such as root finding, numerical integration methods, Newton-Raphson, quasi-Newton methods, EM
- Describe common stochastic algorithms used in statistics, such as Monte Carlo methods, Markov Chain Monte Carlo, stochastic optimization, Gibbs sampling, Metropolis-Hastings method
- Understand mathematical properties of common statistical algorithms
- Implement statistical algorithms using a high-level statistical programming language
- Methods of Assessment:
Method of student evaluation based on computing and theoretical assignments
- Instructor Consent:
No consent required